950 resultados para Gaussian random fields
Resumo:
Using the spectral multiplicities of the standard torus, we endow the Laplace eigenspaces with Gaussian probability measures. This induces a notion of random Gaussian Laplace eigenfunctions on the torus (''arithmetic random waves''). We study the distribution of the nodal length of random eigenfunctions for large eigenvalues, and our primary result is that the asymptotics for the variance is nonuniversal. Our result is intimately related to the arithmetic of lattice points lying on a circle with radius corresponding to the energy.
Resumo:
Constellation Constrained (CC) capacity regions of two-user Gaussian Multiple Access Channels (GMAC) have been recently reported, wherein introducing appropriate rotation between the constellations of the two users is shown to maximally enlarge the CC capacity region. Such a Non-Orthogonal Multiple Access (NO-MA) method of enlarging the CC capacity region is referred to as Constellation Rotation (CR) scheme. In this paper, we propose a novel NO-MA technique called Constellation Power Allocation (CPA) scheme to enlarge the CC capacity region of two-user GMAC. We show that the CPA scheme offers CC sum capacities equal (at low SNR values) or close (at high SNR values) to those offered by the CR scheme with reduced ML decoding complexity for some QAM constellations. For the CR scheme, code pairs approaching the CC sum capacity are known only for the class of PSK and PAM constellations but not for QAM constellations. In this paper, we design code pairs with the CPA scheme to approach the CC sum capacity for 16-QAM constellations. Further, the CPA scheme used for two-user GMAC with random phase offsets is shown to provide larger CC sum capacities at high SNR values compared to the CR scheme.
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We show that as n changes, the characteristic polynomial of the n x n random matrix with i.i.d. complex Gaussian entries can be described recursively through a process analogous to Polya's urn scheme. As a result, we get a random analytic function in the limit, which is given by a mixture of Gaussian analytic functions. This suggests another reason why the zeros of Gaussian analytic functions and the Ginibre ensemble exhibit similar local repulsion, but different global behavior. Our approach gives new explicit formulas for the limiting analytic function.
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A new representation of spatio-temporal random processes is proposed in this work. In practical applications, such processes are used to model velocity fields, temperature distributions, response of vibrating systems, to name a few. Finding an efficient representation for any random process leads to encapsulation of information which makes it more convenient for a practical implementations, for instance, in a computational mechanics problem. For a single-parameter process such as spatial or temporal process, the eigenvalue decomposition of the covariance matrix leads to the well-known Karhunen-Loeve (KL) decomposition. However, for multiparameter processes such as a spatio-temporal process, the covariance function itself can be defined in multiple ways. Here the process is assumed to be measured at a finite set of spatial locations and a finite number of time instants. Then the spatial covariance matrix at different time instants are considered to define the covariance of the process. This set of square, symmetric, positive semi-definite matrices is then represented as a third-order tensor. A suitable decomposition of this tensor can identify the dominant components of the process, and these components are then used to define a closed-form representation of the process. The procedure is analogous to the KL decomposition for a single-parameter process, however, the decompositions and interpretations vary significantly. The tensor decompositions are successfully applied on (i) a heat conduction problem, (ii) a vibration problem, and (iii) a covariance function taken from the literature that was fitted to model a measured wind velocity data. It is observed that the proposed representation provides an efficient approximation to some processes. Furthermore, a comparison with KL decomposition showed that the proposed method is computationally cheaper than the KL, both in terms of computer memory and execution time.
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Using numerical diagonalization we study the crossover among different random matrix ensembles (Poissonian, Gaussian orthogonal ensemble (GOE), Gaussian unitary ensemble (GUE) and Gaussian symplectic ensemble (GSE)) realized in two different microscopic models. The specific diagnostic tool used to study the crossovers is the level spacing distribution. The first model is a one-dimensional lattice model of interacting hard-core bosons (or equivalently spin 1/2 objects) and the other a higher dimensional model of non-interacting particles with disorder and spin-orbit coupling. We find that the perturbation causing the crossover among the different ensembles scales to zero with system size as a power law with an exponent that depends on the ensembles between which the crossover takes place. This exponent is independent of microscopic details of the perturbation. We also find that the crossover from the Poissonian ensemble to the other three is dominated by the Poissonian to GOE crossover which introduces level repulsion while the crossover from GOE to GUE or GOE to GSE associated with symmetry breaking introduces a subdominant contribution. We also conjecture that the exponent is dependent on whether the system contains interactions among the elementary degrees of freedom or not and is independent of the dimensionality of the system.
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Grating Compression Transform (GCT) is a two-dimensional analysis of speech signal which has been shown to be effective in multi-pitch tracking in speech mixtures. Multi-pitch tracking methods using GCT apply Kalman filter framework to obtain pitch tracks which requires training of the filter parameters using true pitch tracks. We propose an unsupervised method for obtaining multiple pitch tracks. In the proposed method, multiple pitch tracks are modeled using time-varying means of a Gaussian mixture model (GMM), referred to as TVGMM. The TVGMM parameters are estimated using multiple pitch values at each frame in a given utterance obtained from different patches of the spectrogram using GCT. We evaluate the performance of the proposed method on all voiced speech mixtures as well as random speech mixtures having well separated and close pitch tracks. TVGMM achieves multi-pitch tracking with 51% and 53% multi-pitch estimates having error <= 20% for random mixtures and all-voiced mixtures respectively. TVGMM also results in lower root mean squared error in pitch track estimation compared to that by Kalman filtering.
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The ``synthetic dimension'' proposal A. Celi et al., Phys. Rev. Lett. 112, 043001 (2014)] uses atoms with M internal states (''flavors'') in a one-dimensional (1D) optical lattice, to realize a hopping Hamiltonian equivalent to the Hofstadter model (tight-binding model with a given magnetic flux per plaquette) on an M-sites-wide square lattice strip. We investigate the physics of SU(M) symmetric interactions in the synthetic dimension system. We show that this system is equivalent to particles with SU(M) symmetric interactions] experiencing an SU(M) Zeeman field at each lattice site and a non-Abelian SU(M) gauge potential that affects their hopping. This equivalence brings out the possibility of generating nonlocal interactions between particles at different sites of the optical lattice. In addition, the gauge field induces a flavor-orbital coupling, which mitigates the ``baryon breaking'' effect of the Zeeman field. For M particles, concomitantly, the SU(M) singlet baryon which is site localized in the usual 1D optical lattice, is deformed to a nonlocal object (''squished baryon''). We conclusively demonstrate this effect by analytical arguments and exact (numerical) diagonalization studies. Our study promises a rich many-body phase diagram for this system. It also uncovers the possibility of using the synthetic dimension system to laboratory realize condensed-matter models such as the SU(M) random flux model, inconceivable in conventional experimental systems.
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We show that the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of k independent n x n matrices with i.i.d. complex Gaussian entries with a few of matrices being inverted. In second example we calculate the same for (compatible) product of rectangular matrices with i.i.d. Gaussian entries and in last example we calculate for product of independent truncated unitary random matrices. We derive exact expressions for limiting expected empirical spectral distributions of above mentioned ensembles.
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This paper is concerned with the ensemble statistics of the response to harmonic excitation of a single dynamic system such as a plate or an acoustic volume. Random point process theory is employed, and various statistical assumptions regarding the system natural frequencies are compared, namely: (i) Poisson natural frequency spacings, (ii) statistically independent Rayleigh natural frequency spacings, and (iii) natural frequency spacings conforming to the Gaussian orthogonal ensemble (GOE). The GOE is found to be the most realistic assumption, and simple formulae are derived for the variance of the energy of the system under either point loading or rain-on-the-roof excitation. The theoretical results are compared favourably with numerical simulations and experimental data for the case of a mass loaded plate. © 2003 Elsevier Ltd. All rights reserved.
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The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finitedimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets. Copyright 2009.
Resumo:
The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finite-dimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets.
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The influences of the fluctuation fields are important in many astrophysical environments as shown by the observations, and can not be neglected. On the basis of the first-order smoothing approximation, in the present paper, we demonstrate the magnetostatic equations for both the cases of the conventional turbulence aud the random waves, and discuss the consistent conditions of the equations. In the static problem, the fluctuation Lorentz force(▽×δB)×δB influences the large-scale configurations of magnetic field. To study this influence in detail is quite necessary for the explanations of the observation features, especially for the astrophysical environments where the magnetic fields, including the fluctuation fields, are the dominant factors in the equilibrium of momentum and energy.
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In this paper, reanalysis fields from the ECMWF have been statistically downscaled to predict from large-scale atmospheric fields, surface moisture flux and daily precipitation at two observatories (Zaragoza and Tortosa, Ebro Valley, Spain) during the 1961-2001 period. Three types of downscaling models have been built: (i) analogues, (ii) analogues followed by random forests and (iii) analogues followed by multiple linear regression. The inputs consist of data (predictor fields) taken from the ERA-40 reanalysis. The predicted fields are precipitation and surface moisture flux as measured at the two observatories. With the aim to reduce the dimensionality of the problem, the ERA-40 fields have been decomposed using empirical orthogonal functions. Available daily data has been divided into two parts: a training period used to find a group of about 300 analogues to build the downscaling model (1961-1996) and a test period (19972001), where models' performance has been assessed using independent data. In the case of surface moisture flux, the models based on analogues followed by random forests do not clearly outperform those built on analogues plus multiple linear regression, while simple averages calculated from the nearest analogues found in the training period, yielded only slightly worse results. In the case of precipitation, the three types of model performed equally. These results suggest that most of the models' downscaling capabilities can be attributed to the analogues-calculation stage.
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We investigate the characteristics of Gaussian beams reflected and transmitted from a uniaxial crystal slab with an arbitrary orientation of its optical axis. The formulas of the total electric and magnetic fields inside and outside the slab are derived by use of Maxwell's equations and by matching the boundary conditions at the interfaces. Numerical simulations are presented and the field values as well as the power densities are computed. Negative refractions are demonstrated when the beam is transmitted through a uniaxial crystal slab. Beam splitting of the reflected beam is observed and is explained by the resonant transmission for plane waves. Dependences of the lateral shift on the incident angle and beam width are discussed. Negative and positive lateral shifts are observed due to the spatial anisotropic properties.
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An analytical fluid model is proposed for the generation of strong quasistatic magnetic fields during normal incidence of a short ultraintense Gaussian laser pulse with a finite spot size on an overdense plasma. The steepening of the electron density profile in the originally homogeneous overdense plasma and the formation of electron cavitation as the electrons are pushed inward by the laser are included self-consistently. It is shown that the appearance of the cavitation plays an important role in the generation of quasistatic magnetic fields: the strong plasma inhomogeneities caused by the formation of the electron cavitation lead to the generation of a strong axial quasistatic magnetic field B-z. In the overdense regime, the generated quasistatic magnetic field increases with increasing laser intensity, while it decreases with increasing plasma density. It is also found that, in a moderately overdense plasma, highly intense laser pulses can generate magnetic fields similar to 100 MG and greater due to the transverse linear mode conversion process.